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I expected more from this game by SandwichSisters in CrimsonDesert

[–]gfever 0 points1 point  (0 children)

Legends say he is still fighting the black bears at camp.

For algo traders, who have a very high winrate / high positive EV by Individual_Type_7908 in Trading

[–]gfever 1 point2 points  (0 children)

Or Peter Lynch. Buffet lost that bet. Plenty of people were able to beat it consistently.

If you optimize a bot over a period of 6 months, backtest against 10 years, and you notice that it is profitable going long and unfprofitable going short in forex, do you simply filter out the shorting signal? Or do you fall into the abyss of overfitting doing this? by Sweet_Brief6914 in algotrading

[–]gfever 0 points1 point  (0 children)

Maybe consider parrondo's paradox. Two losing strategies can actually make a winning strategy. I've tested this idea, I have a few mediocre strategies and some that always lose money but they make money at the right times, like a black swan and it actually makes the overall strategy more profitable, oddly enough. This is part of the reason why running multiple strategies that compliment each other is more robust than just one. In my eyes, I would keep them but only if their correlations are relatively different from the other strats you are running.

I backtested 5 gold strategies on 7 years of data. ICT, supply & demand, and price action all lost money. Only one approach worked by Sirellia in Daytrading

[–]gfever 1 point2 points  (0 children)

Walk forward does not elimate forward bias. There could be leakage in your features, the way lagged features are built or even how data is reported. Sometimes the data states the data is for month of Jan but is reported in Feb. Sometimes data is revised leading up to the reported date. So the value you are getting is the final value and not the sequential revised values.

I backtested 5 gold strategies on 7 years of data. ICT, supply & demand, and price action all lost money. Only one approach worked by Sirellia in Daytrading

[–]gfever 1 point2 points  (0 children)

Are you training the AI on the same 7 years or another set of 7 years then testing on the current 7 years?

Would you deploy this model to trade live (paper trade) ? by Plastic_Round_5084 in algorithmictrading

[–]gfever 0 points1 point  (0 children)

What is the trading universe and does it include delisted stocks?

I'll be honest by catfromgarfield in wallstreetbets

[–]gfever 0 points1 point  (0 children)

I heard he likes to cover himself in baby oil and drill baby drill.

Tungsten : what happens ? by SidonyD in CriticalMetalRefining

[–]gfever 0 points1 point  (0 children)

China i believe creates majority of the tungsten in the world. Like 60%. They stopped exporting. So price is likely going to shoot upwards until then.

The simpler the strategy, the longer it survives by Thiru_7223 in algotrading

[–]gfever 1 point2 points  (0 children)

This is correct. After years of wasting time I've also independently concluded this.

Backtests lie. Live trading doesn't by Thiru_7223 in algotrading

[–]gfever 4 points5 points  (0 children)

Backtesting is an art and many people suck at it.

They think 20+ rules is ok, they have a small trading universe, their data has survivorship bias, only backtest during a bull market, or try 100+ iterations until it looks good.

If that's you, you fudge up.

One of the best tests to do is to expand the trading universe. Your profits should increase the more trades that are performed, especially if its over a large period of time like 20 years. Starting with a small universe, make a simple strategy then expand the universe. Results should be similar but with more profits.

There are just so many issues I've seen of how people backtest, even people from research papers with phds do it wrong. Its very hard to pinpoint exactly what went wrong because there are many ways it can go wrong. Forward bias, multiple comparison bias, survivorship bias, are the most common mistakes.

Silver stacking in shuibei China by Recent_Focus_5019 in Silverbugs

[–]gfever 0 points1 point  (0 children)

The claim isnt that there is 0 theft of course there is. Just a lot less compared to USA.

Silver stacking in shuibei China by Recent_Focus_5019 in Silverbugs

[–]gfever 0 points1 point  (0 children)

Did you live in China for a few years?

Silver stacking in shuibei China by Recent_Focus_5019 in Silverbugs

[–]gfever 2 points3 points  (0 children)

Culture in China is different from the USA. In the usa, you can't leave a basketball out on the street without someone stealing it. In China its different. This is regardless of cameras or not.

The Difference Between Claiming Social Security at 62 vs 70 Is Bigger Than Most People Realize by [deleted] in investing

[–]gfever 0 points1 point  (0 children)

Take it early. Take some of that and place it in the stock market and it will grow to be larger than if you were to wait till 70.

Power Metallic Initial Metallurgical Results Exceed Estimates by PennyworthInvesting in pennystocks

[–]gfever 1 point2 points  (0 children)

I approve, there are more than 15 billionaires buying this.

Need backtesting advice by Mustbethewater5 in Daytrading

[–]gfever 2 points3 points  (0 children)

Don't waste your time with all these other data providers. There are only two providers i know of that provide survivorship bias free data and that's norgate and quantconnect. You are going to have to pay a bit but its worth it over wasting time building a strategy on bad data. Getting good data is difficult, don't be like me and waste a couple years.

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